Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 658507.8347 | 497177.5471 | 161330.2876 | 2927580.6676 | 1315713.9992 | 1611866.6683 |
Total P&L (%) | 658.5078 | 497.1775 | 161.3303 | 2927.5807 | 1315.714 | 1611.8667 |
Avg Daily Profit (%) | 0.3719 | 0.2808 | 0.0911 | 0.1928 | 0.1498 | 0.1605 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64784 | -62287 | -63784 | -1494384 | -1465442 | -808605 |
Profit Factor | 2.3824 | 3.0886 | 1.677 | 1.6096 | 1.4496 | 1.8592 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 47.2527 | 44.4444 | 50 | 47.2527 | 44.4444 | 50 |
Ratio Avg Win / Avg Loss | 2.6594 | 3.8607 | 1.677 | 1.7968 | 1.812 | 1.8592 |
Largest Winning Trade | 195305 | 195305 | 80735 | 684789 | 684789 | 646743 |
Largest Losing Trade | -53605 | -22620 | -53605 | -511151 | -488088 | -511151 |
Avg Bars in Trades | 75 | 69 | 81 | 75 | 69 | 81 |
Avg Bars in Winners | 114 | 107 | 119 | 114 | 107 | 119 |
Avg Bars in Losers | 41 | 39 | 42 | 41 | 39 | 42 |
Bars Traded | 6884 | 3146 | 3738 | 6884 | 3146 | 3738 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 475914 | 436257 | -68061 | 367109 | 264900 | 406894 |
{ "trading_pair": "ROSE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7082, "evaluation_days": 1770.5, "actual_first_datapoint_time": 1605765600000, "first_datapoint_time": 1608746400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758820544432, "expiration_time": 1763304336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 36, "offset": 0, "poles": 3 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 658507.8346959547, 497177.5471187766, 161330.2875771783, 2927580.667576943, 1315713.999239504, 1611866.6683374383 ], [ 658.507835, 497.177547, 161.330288, 2927.580668, 1315.713999, 1611.866668 ], [ 0.371933, 0.280812, 0.091121, 0.192806, 0.1498, 0.160545 ], [ 10, 10, 10, 10, 10, 10 ], [ -64784, -62287, -63784, -1494384, -1465442, -808605 ], [ 2.382399, 3.088584, 1.676987, 1.609599, 1.449589, 1.859208 ], [ 91, 45, 46, 91, 45, 46 ], [ 43, 20, 23, 43, 20, 23 ], [ 48, 25, 23, 48, 25, 23 ], [ 47.252747, 44.444444, 50, 47.252747, 44.444444, 50 ], [ 2.659422, 3.860731, 1.676987, 1.796761, 1.811986, 1.859208 ], [ 195305, 195305, 80735, 684789, 684789, 646743 ], [ -53605, -22620, -53605, -511151, -488088, -511151 ], [ 75, 69, 81, 75, 69, 81 ], [ 114, 107, 119, 114, 107, 119 ], [ 41, 39, 42, 41, 39, 42 ], [ 6884, 3146, 3738, 6884, 3146, 3738 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 475914, 436257, -68061, 367109, 264900, 406894 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7082, "evaluation_days": 1770.5, "actual_first_datapoint_time": 1605765600000, "first_datapoint_time": 1608746400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758820544432, "expiration_time": 1763304336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 36, "offset": 0, "poles": 3 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|